With a FetchXml report that has a multi-value parameter, if your report is only filtering on the first value (checkbox) that you select, the problem might be that code in the RDL XML file is set to select only the first value. See the highlighted row in the image below. If you see Value(0) for the multi-value parameter then that might be the problem. You can try removing the "(0)" characters and see if your report works correctly after that change.
Multi-select Parameters
With a FetchXml report that has a multi-value parameter, if your report is only filtering on the first value (checkbox) that you select, the problem might be that code in the RDL XML file is set to select only the first value. See the highlighted row in the image below. If you see Value(0) for the multi-value parameter then that might be the problem. You can try removing the "(0)" characters and see if your report works correctly after that change..